Zhou Zhou

15 papers Journal 15
YearRankTypeTitle / Venue / Authors
2025 J jnl
Binomial-Tree Approximation for Time-Inconsistent Stopping.
SIAM J. Financial Math.
Erhan Bayraktar, Zhenhua Wang, Zhou Zhou
2025 J jnl
Convergence of Policy Iteration for Entropy-Regularized Stochastic Control Problems.
SIAM J. Control. Optim.
Yu-Jui Huang, Zhenhua Wang, Zhou Zhou
2025 J jnl
Relaxed Equilibria for Time-Inconsistent Markov Decision Processes.
Math. Oper. Res.
Erhan Bayraktar, Yu-Jui Huang, Zhenhua Wang, Zhou Zhou
2024 J jnl
Sharp Equilibria for Time-Inconsistent Mean-Field Stopping Games.
SIAM J. Control. Optim.
Ziyuan Wang, Zhou Zhou
2023 J jnl
Optimal Relative Performance Criteria in Mean-Field Contribution Games.
Math. Oper. Res.
Zhou Zhou
2023 J jnl
Stability of Equilibria in Time-Inconsistent Stopping Problems.
SIAM J. Control. Optim.
Erhan Bayraktar, Zhenhua Wang, Zhou Zhou
2023 J jnl
Time Inconsistency, Precommitment, and Equilibrium Strategies for a Stackelberg Game.
SIAM J. Control. Optim.
Zhou Zhou
2022 J jnl
Short Communication: Stability of Time-Inconsistent Stopping for One-Dimensional Diffusions.
SIAM J. Financial Math.
Erhan Bayraktar, Zhenhua Wang, Zhou Zhou
2022 J jnl
Singular Perturbation of Zero-Sum Linear-Quadratic Stochastic Differential Games.
SIAM J. Control. Optim.
Beniamin Goldys, James Yang, Zhou Zhou
2021 J jnl
Strong and Weak Equilibria for Time-Inconsistent Stochastic Control in Continuous Time.
Math. Oper. Res.
Yu-Jui Huang, Zhou Zhou
2019 J jnl
No-Arbitrage and Hedging with Liquid American Options.
Math. Oper. Res.
Erhan Bayraktar, Zhou Zhou
2019 J jnl
The Optimal Equilibrium for Time-Inconsistent Stopping Problems - The Discrete-Time Case.
SIAM J. Control. Optim.
Yu-Jui Huang, Zhou Zhou
2019 J jnl
Time Consistent Stopping for the Mean-Standard Deviation Problem - The Discrete Time Case.
SIAM J. Financial Math.
Erhan Bayraktar, Jingjie Zhang, Zhou Zhou
2015 J jnl
On Hedging American Options under Model Uncertainty.
SIAM J. Financial Math.
Erhan Bayraktar, Yu-Jui Huang, Zhou Zhou
2014 J jnl
On Controller-Stopper Problems with Jumps and Their Applications to Indifference Pricing of American Options.
SIAM J. Financial Math.
Erhan Bayraktar, Zhou Zhou